+250.3%
COF vs LII
+163.1%
+87.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.2% |
| 7D | -2.7% | +0.5% | -3.1% | -2.9% |
| 30D | -3.4% | -11.2% | +7.9% | +2.4% |
| 3M | +15.4% | -28.8% | +44.2% | +34.0% |
| 6M | +14.4% | -26.9% | +41.3% | +29.7% |
| YTD | -12.0% | -22.2% | +10.2% | -4.3% |
| 1Y | -3.7% | -32.0% | +28.2% | +11.5% |
| 3Y | +121.1% | -0.4% | +121.5% | +92.7% |
| 5Y | +47.8% | +22.4% | +25.4% | +9.6% |
| 10Y | +250.3% | +171.4% | +78.9% | +72.6% |
| All | +250.3% | +163.1% | +87.2% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling